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Vanguard U.S. Momentum Factor ETF

VFMO
ETF · Currency in USD
ISIN
US9219355081
CUSIP
921935508
Issuer
Vanguard
Inception Date
Feb 15, 2018
Region
North America (U.S.)
Category
All Cap Equities
Expense Ratio
0.13%
ETF Home Page
investor.vanguard.com
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Growth

VFMOPrice Chart


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S&P 500

VFMOPerformance

The chart shows the growth of $10,000 invested in Vanguard U.S. Momentum Factor ETF on Feb 20, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,996 for a total return of roughly 69.96%. All prices are adjusted for splits and dividends.


VFMO (Vanguard U.S. Momentum Factor ETF)
Benchmark (S&P 500)

VFMOReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.23%
YTD14.16%
6M25.93%
1Y63.47%
5Y17.94%
10Y17.94%

VFMOMonthly Returns Heatmap


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VFMOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard U.S. Momentum Factor ETF Sharpe ratio is 2.71. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


VFMO (Vanguard U.S. Momentum Factor ETF)
Benchmark (S&P 500)

VFMODividends

Vanguard U.S. Momentum Factor ETF granted a 0.38% dividend yield in the last twelve months, as of May 9, 2021. The annual payout for that period amounted to $0.48 per share.


PeriodTTM202020192018
Dividend$0.48$0.51$1.06$0.48
Dividend yield
0.38%0.45%1.23%0.70%

VFMODrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


VFMO (Vanguard U.S. Momentum Factor ETF)
Benchmark (S&P 500)

VFMOWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard U.S. Momentum Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard U.S. Momentum Factor ETF is 36.77%, recorded on Mar 23, 2020. It took 90 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-36.77%Feb 20, 202023Mar 23, 202090Jul 30, 2020113
-27.21%Sep 5, 201877Dec 24, 2018250Dec 20, 2019327
-11.06%Feb 16, 202113Mar 4, 2021
-9.98%Oct 14, 202013Oct 30, 202016Nov 23, 202029
-8.89%Sep 3, 20203Sep 8, 202019Oct 5, 202022
-8.02%Mar 13, 201814Apr 2, 201832May 16, 201846
-4.53%Jun 21, 20185Jun 27, 201820Jul 26, 201825
-3.96%Jan 25, 20213Jan 27, 20214Feb 2, 20217
-3.53%Aug 6, 20204Aug 11, 20204Aug 17, 20208
-3.44%Jul 27, 20182Jul 30, 201816Aug 21, 201818

VFMOVolatility Chart

Current Vanguard U.S. Momentum Factor ETF volatility is 15.75%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


VFMO (Vanguard U.S. Momentum Factor ETF)
Benchmark (S&P 500)

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